+407.0%
AXP vs FTI
+189.4%
+217.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.1% |
| 7D | -0.1% | +4.3% | -4.4% | -1.5% |
| 30D | +4.4% | -4.7% | +9.1% | +5.6% |
| 3M | -6.4% | -13.5% | +7.1% | -2.6% |
| 6M | +4.2% | -8.7% | +12.9% | +5.5% |
| YTD | -12.4% | +49.0% | -61.4% | -25.4% |
| 1Y | -11.1% | +54.0% | -65.1% | -25.2% |
| 3Y | +114.9% | +211.6% | -96.8% | +38.2% |
| 5Y | +87.4% | +881.9% | -794.5% | -25.1% |
| All | +407.0% | +189.4% | +217.6% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling